Wow, you found what I have been trying to find for months! Incredible! As for why they pass through each other, Space Engine doesn't simulate any physics or collisions. Planets just stick to an orbit at a speed and just follow it no matter what.

That was even in 094 back then, and I took some strangely-looking screenshots.

Then, I spend about 12 hours total trying to find some asteroid that could hit an earth-like planet. Unfortunatel, it seems that I need at least 100 times more planets to look for, because the closest approach I detected with all of my efforts was about 10000 km, whilst the diameter of planet was about 2500 km.